Selecting Value-at-Risk methods according to their hidden characteristics.
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| Title: | Selecting Value-at-Risk methods according to their hidden characteristics. |
|---|---|
| Authors: | Kalyvas, Lampros1 lkalvvas@bankofgreece.gr, Dritsakis, Nikolaos2 drits@uom.gr, Siriopoulos, Costas3 siriopoulos@eap.gr, Grose, Chris4 grose@compucon.gr |
| Source: | Operational Research. May2004, Vol. 4 Issue 2, p167-189. 23p. |
| Database: | Business Source Ultimate |
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